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WIP, misc test adjustments
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@poliwop
poliwop committed Dec 11, 2024
1 parent 270413e commit df1db52
Showing 1 changed file with 62 additions and 30 deletions.
92 changes: 62 additions & 30 deletions hydradx/tests/test_solver.py
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Original file line number Diff line number Diff line change
Expand Up @@ -957,17 +957,32 @@ def test_full_solver_stableswap():
Agent(holdings={'HDX': 10000}),
Agent(holdings={'USDT': 100}),
Agent(holdings={'USDC': 100}),
Agent(holdings={'2-Pool': 1000}),
Agent(holdings={'2-Pool': 100}),
Agent(holdings={'2-Pool': 100}),
]

intents = [
# {'sell_quantity': mpf(100), 'buy_quantity': mpf(1.149711278057), 'tkn_sell': 'HDX', 'tkn_buy': 'CRU', 'agent': agents[0]},
# {'sell_quantity': mpf(1.149711278057), 'buy_quantity': mpf(100), 'tkn_sell': 'CRU', 'tkn_buy': 'HDX', 'agent': agents[1]},
# {'sell_quantity': mpf(100), 'buy_quantity': mpf(1.149), 'tkn_sell': 'HDX', 'tkn_buy': 'CRU', 'agent': agents[0], 'partial': False},
{'sell_quantity': mpf(10000), 'buy_quantity': mpf(100), 'tkn_sell': 'HDX', 'tkn_buy': 'CRU', 'agent': agents[0], 'partial': True},
# {'sell_quantity': mpf(10000), 'buy_quantity': mpf(100), 'tkn_sell': 'HDX', 'tkn_buy': 'CRU', 'agent': agents[0], 'partial': True},
# {'sell_quantity': mpf(10000), 'buy_quantity': mpf(100), 'tkn_sell': 'HDX', 'tkn_buy': 'CRU', 'agent': agents[1],
# 'partial': False},
# {'sell_quantity': mpf(100), 'buy_quantity': mpf(90.0), 'tkn_sell': 'USDT', 'tkn_buy': 'USDC', 'agent': agents[2], 'partial': True},
# {'sell_quantity': mpf(100), 'buy_quantity': mpf(10.0), 'tkn_sell': 'USDC', 'tkn_buy': 'DOT', 'agent': agents[3], 'partial': True},
# {'sell_quantity': mpf(100), 'buy_quantity': mpf(90.0), 'tkn_sell': 'USDT', 'tkn_buy': 'USDC', 'agent': agents[2], 'partial': False},
# {'sell_quantity': mpf(100), 'buy_quantity': mpf(10.0), 'tkn_sell': 'USDC', 'tkn_buy': 'DOT', 'agent': agents[3], 'partial': False},
# {'sell_quantity': mpf(10000), 'buy_quantity': mpf(2), 'tkn_sell': 'HDX', 'tkn_buy': 'DOT',
# 'agent': agents[0], 'partial': True},
# {'sell_quantity': mpf(10000), 'buy_quantity': mpf(2), 'tkn_sell': 'HDX', 'tkn_buy': 'DOT',
# 'agent': agents[1], 'partial': False},
{'sell_quantity': mpf(1000), 'buy_quantity': mpf(500.0), 'tkn_sell': '2-Pool', 'tkn_buy': 'USDC',
'agent': agents[4], 'partial': False},
# {'sell_quantity': mpf(1000), 'buy_quantity': mpf(500.0), 'tkn_sell': '2-Pool', 'tkn_buy': '4-Pool',
# 'agent': agents[4], 'partial': False},
# {'sell_quantity': mpf(100), 'buy_quantity': mpf(90.0), 'tkn_sell': '2-Pool', 'tkn_buy': 'USDC',
# 'agent': agents[5], 'partial': True},
# {'sell_quantity': mpf(100), 'buy_quantity': mpf(200.0), 'tkn_sell': '2-Pool', 'tkn_buy': 'USDC',
# 'agent': agents[4], 'partial': False},
# {'sell_quantity': mpf(100), 'buy_quantity': mpf(200.0), 'tkn_sell': 'HDX', 'tkn_buy': 'CRU', 'agent': agents[1],
# 'partial': True},
# {'sell_quantity': mpf(100), 'buy_quantity': mpf(1.25359), 'tkn_sell': 'HDX', 'tkn_buy': 'CRU',
Expand All @@ -976,23 +991,32 @@ def test_full_solver_stableswap():
# 'agent': agents[1]}
]

liquidity = {'4-Pool': mpf(1392263.9295618401), 'HDX': mpf(140474254.46393022), 'KILT': mpf(1941765.8700688032),
'WETH': mpf(897.820372708098), '2-Pool-btc': mpf(80.37640742108785), 'GLMR': mpf(7389788.325282889),
'BNC': mpf(5294190.655262755), 'RING': mpf(30608622.54045291), 'vASTR': mpf(1709768.9093601815),
'vDOT': mpf(851755.7840315843), 'CFG': mpf(3497639.0397717496), 'CRU': mpf(337868.26827475097),
'2-Pool': mpf(14626788.977583803), 'DOT': mpf(2369965.4990946855), 'PHA': mpf(6002455.470581388),
'ZTG': mpf(9707643.829161936), 'INTR': mpf(52756928.48950746), 'ASTR': mpf(31837859.71273387), }
lrna = {'4-Pool': mpf(50483.454258911326), 'HDX': mpf(24725.8021660851), 'KILT': mpf(10802.301353604526),
'WETH': mpf(82979.9927924809), '2-Pool-btc': mpf(197326.54331209575), 'GLMR': mpf(44400.11377262768),
'BNC': mpf(35968.10763198863), 'RING': mpf(1996.48438233777), 'vASTR': mpf(4292.819030020081),
'vDOT': mpf(182410.99000727307), 'CFG': mpf(41595.57689216696), 'CRU': mpf(4744.442135139952),
'2-Pool': mpf(523282.70722423657), 'DOT': mpf(363516.4838824808), 'PHA': mpf(24099.247547699764),
'ZTG': mpf(4208.90365804613), 'INTR': mpf(19516.483401186168), 'ASTR': mpf(68571.5237579274), }
# liquidity = {'4-Pool': mpf(1392263.9295618401 + 15000), 'HDX': mpf(140474254.46393022), 'KILT': mpf(1941765.8700688032),
# 'WETH': mpf(897.820372708098), '2-Pool-btc': mpf(80.37640742108785), 'GLMR': mpf(7389788.325282889),
# 'BNC': mpf(5294190.655262755), 'RING': mpf(30608622.54045291), 'vASTR': mpf(1709768.9093601815),
# 'vDOT': mpf(851755.7840315843), 'CFG': mpf(3497639.0397717496), 'CRU': mpf(337868.26827475097),
# '2-Pool': mpf(14626788.977583803 - 15000), 'DOT': mpf(2369965.4990946855), 'PHA': mpf(6002455.470581388),
# 'ZTG': mpf(9707643.829161936), 'INTR': mpf(52756928.48950746), 'ASTR': mpf(31837859.71273387), }
# lrna = {'4-Pool': mpf(50483.454258911326), 'HDX': mpf(24725.8021660851), 'KILT': mpf(10802.301353604526),
# 'WETH': mpf(82979.9927924809), '2-Pool-btc': mpf(197326.54331209575), 'GLMR': mpf(44400.11377262768),
# 'BNC': mpf(35968.10763198863), 'RING': mpf(1996.48438233777), 'vASTR': mpf(4292.819030020081),
# 'vDOT': mpf(182410.99000727307), 'CFG': mpf(41595.57689216696), 'CRU': mpf(4744.442135139952),
# '2-Pool': mpf(523282.70722423657), 'DOT': mpf(363516.4838824808), 'PHA': mpf(24099.247547699764),
# 'ZTG': mpf(4208.90365804613), 'INTR': mpf(19516.483401186168), 'ASTR': mpf(68571.5237579274), }

liquidity = {'4-Pool': mpf(1392263.9295618401 + 15000), 'HDX': mpf(140474254.46393022), '2-Pool-btc': mpf(80.37640742108785),
'CRU': mpf(337868.26827475097), '2-Pool': mpf(14626788.977583803 - 15000)}
lrna = {'4-Pool': mpf(50483.454258911326), 'HDX': mpf(24725.8021660851), '2-Pool-btc': mpf(197326.54331209575),
'CRU': mpf(4744.442135139952), '2-Pool': mpf(523282.70722423657)}

liquidity = {'4-Pool': mpf(1392263.9295618401), 'HDX': mpf(140474254.46393022), '2-Pool-btc': mpf(80.37640742108785),
'CRU': mpf(337868.26827475097), '2-Pool': mpf(14626788.977583803)}
lrna = {'4-Pool': mpf(50483.454258911326/10), 'HDX': mpf(24725.8021660851), '2-Pool-btc': mpf(197326.54331209575),
'CRU': mpf(4744.442135139952), '2-Pool': mpf(523282.70722423657)}

liquidity = {'4-Pool': mpf(1392263.9295618401), 'HDX': mpf(140474254.46393022), '2-Pool': mpf(14626788.977583803)}
lrna = {'4-Pool': mpf(50483.454258911326), 'HDX': mpf(24725.8021660851), '2-Pool': mpf(523282.70722423657)}

# liquidity = {'4-Pool': mpf(1392263.9295618401), 'HDX': mpf(140474254.46393022), '2-Pool-btc': mpf(80.37640742108785),
# 'CRU': mpf(337868.26827475097), '2-Pool': mpf(14626788.977583803)}
# lrna = {'4-Pool': mpf(50483.454258911326), 'HDX': mpf(24725.8021660851), '2-Pool-btc': mpf(197326.54331209575),
# 'CRU': mpf(4744.442135139952), '2-Pool': mpf(523282.70722423657)}

initial_state = OmnipoolState(
tokens={
Expand All @@ -1004,27 +1028,31 @@ def test_full_solver_stableswap():
initial_state.last_fee = {tkn: mpf(0.0025) for tkn in lrna}
initial_state.last_lrna_fee = {tkn: mpf(0.0005) for tkn in lrna}

sp_tokens = {
"USDT": 7600000 - 81080,
"USDC": 9200000 + 74500
}
sp_tokens = {
"USDT": 7600000,
"USDC": 9200000
}
stablepool = StableSwapPoolState(
tokens=sp_tokens,
amplification=1000,
trade_fee=0.0,
trade_fee=0.01,
unique_id="2-Pool"
)

sp4_tokens = {
"USDC": 600000,
"USDT": 340000,
"DAI": 365000,
"USDT2": 330000
"USDC": 600000 - 74600,
"USDT": 340000 + 81160,
# "DAI": 365000,
# "USDT2": 330000
}
stablepool4 = StableSwapPoolState(
tokens=sp4_tokens,
amplification=1000,
trade_fee=0.0,
trade_fee=0.01,
unique_id="4-Pool"
)

Expand All @@ -1035,11 +1063,13 @@ def test_full_solver_stableswap():
stablepool_btc = StableSwapPoolState(
tokens=sp_btc_tokens,
amplification=1000,
trade_fee=0.0,
trade_fee=0.01,
unique_id="2-Pool-btc"
)

amm_list = [stablepool, stablepool4, stablepool_btc]
amm_list = [stablepool, stablepool4]
# amm_list = [stablepool]

x = find_solution_outer_approx(initial_state, intents, amm_list=amm_list)
intent_deltas, omnipool_deltas, amm_deltas = x[0], x[4], x[5]
Expand All @@ -1053,7 +1083,7 @@ def test_full_solver_stableswap():


def test_more_random_intents_with_stableswap():
r = 50
r = 52
random.seed(r)
np.random.seed(r)

Expand Down Expand Up @@ -1097,7 +1127,7 @@ def test_more_random_intents_with_stableswap():
stablepool = StableSwapPoolState(
tokens=sp_tokens,
amplification=1000,
trade_fee=0.0,
trade_fee=0.0005,
unique_id="2-Pool"
)

Expand All @@ -1110,7 +1140,7 @@ def test_more_random_intents_with_stableswap():
stablepool4 = StableSwapPoolState(
tokens=sp4_tokens,
amplification=1000,
trade_fee=0.0,
trade_fee=0.0005,
unique_id="4-Pool"
)

Expand All @@ -1121,7 +1151,7 @@ def test_more_random_intents_with_stableswap():
stablepool_btc = StableSwapPoolState(
tokens=sp_btc_tokens,
amplification=1000,
trade_fee=0.0,
trade_fee=0.0005,
unique_id="2-Pool-btc"
)

Expand Down Expand Up @@ -1185,6 +1215,8 @@ def test_more_random_intents_with_stableswap():

x = find_solution_outer_approx(initial_state, intents, amm_list=amm_list)
intent_deltas, predicted_profit, omnipool_deltas, amm_deltas = x[0], x[1], x[4], x[5]
z_l_archive = x[2]
z_u_archive = x[3]
# valid, profit = validate_and_execute_solution(initial_state.copy(), copy.deepcopy(amm_list), copy.deepcopy(intents), intent_deltas, omnipool_deltas, amm_deltas, "HDX")
valid, profit = validate_and_execute_solution(initial_state.copy(), copy.deepcopy(amm_list), copy.deepcopy(intents), intent_deltas, omnipool_deltas, amm_deltas)

Expand Down

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